Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: xtreg, fe and cluster-robust standard errors


From   "Clive Nicholas" <clivelists@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtreg, fe and cluster-robust standard errors
Date   Wed, 14 May 2008 03:12:11 +0100

Hanley Chiang wrote:

>  Does anyone know the exact degrees of freedom adjustment for obtaining the
> clustered standard errors in the command
>  xtreg y x, i(id) fe cluster(id)?
>  This issue has been discussed previously (see
> http://www.stata.com/statalist/archive/2006-12/msg00867.html), but I don't
> think the exact adjustment was ever specified.

Kit Baum's answer to Garrett Glasgow's poser in July 2004 might be of help here:

http://www.stata.com/statalist/archive/2004-07/msg00616.html

Also, have a look at Mark Schaffer's contribution to the thread, as well.

If none of this helps, I can't assist any further.

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
<clivenicholas@hotmail.com>. Thanks!]

"Courage is going from failure to failure without losing enthusiasm."
-- Winston Churchill
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index